Results 91 to 100 of about 22,432,265 (271)

Risk Measures [PDF]

open access: yes
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science, first distinguishes two conceptions of risk. Risk of the first kind conceives risk as the magnitude of (one- or two-sided) deviations from a target ...
Albrecht, Peter
core  

Epigenetic silencing of the liver‐specific lncRNA LUNAR promotes liver cancer progression via NOTCH activation

open access: yesMolecular Oncology, EarlyView.
LUNAR is a liver‐specific long noncoding RNA (lncRNA) that is highly expressed in normal liver but becomes epigenetically silenced in hepatocellular carcinoma through promoter hypermethylation. Loss of LUNAR is associated with NOTCH activation, epithelial–mesenchymal transition, and metastasis, whereas restoring LUNAR restrains metastatic progression ...
Se Ha Jang   +9 more
wiley   +1 more source

THE APPLICATION OF REPRODUCTION OF STATISTICAL INFORMATION TO SOLVE PRACTICAL PROBLEMS OF DETERMINING THE ACCEPTABLE LEVEL OF FLIGHT SAFETY IN THE SMALL AIRLINES

open access: yesНаучный вестник МГТУ ГА, 2016
Determinating the tendencies in varying indices of flight safety and taking all the necessary measures to enhance flight safety for small airlines is becoming the complex problem.
P. M. Polyakov   +2 more
doaj  

Integrating Engineering Principles with Financial Asset Management: The Three-Sigma Approach in Financial Markets [PDF]

open access: yesIranian Journal of Finance
In an increasingly volatile and uncertain financial landscape, particularly within the cryptocurrency market, robust risk assessment methods are essential.
Seyed Jalal Tabatabaei
doaj   +1 more source

Coherent Risk Measures and Upper Previsions [PDF]

open access: yes
In this paper coherent risk measures and other currently used risk measures, notably Value-at-Risk (VaR), are studied from the perspective of the theory of coherent imprecise previsions.
Renato Pelessoni, Paolo Vicig
core  

Statistical methods for investment risk management. [PDF]

open access: yes, 2023
The thesis presents two statistical approaches to risk management when investing in stocks: Modern Portfolio Theory and Conditional Value at Risk optimization, which is selected as an alternative for Value at Risk optimization. The thesis consists of two
Lebedevaitė, Vaida,
core  

Profiling neoadjuvant therapy response in rectal cancer using meta‐analysis of publicly available transcriptomic RNA‐seq datasets

open access: yesMolecular Oncology, EarlyView.
This study integrates publicly available transcriptomic datasets to identify molecular signatures associated with response to neoadjuvant chemoradiotherapy in locally advanced rectal cancer. By analyzing a combination of multiple cohorts with bioinformatics approaches, we reveal biological pathways and immune‐related features that may improve ...
Aleksandra Stanojevic   +10 more
wiley   +1 more source

Statistical inference and effect measures in abstracts of major HIV and AIDS journals, 1987–2022: A systematic review

open access: yesGlobal Epidemiology
Objectives: With the emergence of HIV/AIDS journals, the development of the reporting of statistical inference and effect measures in published abstracts can be examined from the beginning in a new field. The aim of this study was to describe time trends
Andreas Stang   +4 more
doaj   +1 more source

Association of antipsychotic and antidepressant treatment with metabolic syndrome and 10 years' coronary heart disease risk

open access: yesMedical Journal of Dr. D.Y. Patil Vidyapeeth, 2018
Background: Cardiovascular risk is becoming a growing concern in patients receiving psychotropic medications. An increased Framingham risk score (FRS) and 10-year coronary artery disease risk has been reported in patients suffering from mental diseases ...
Vivek Pratap Singh   +3 more
doaj   +1 more source

Multiobjective Lagrangian duality for portfolio optimization with risk measures [PDF]

open access: yes
In this paper we present an application for a multiobjective optimization problem. The objective functions of the primal problem are the risk and the expected pain associated to a portfolio vector. Then, we present a Lagrangian dual problem for it.
Elisa Pagani
core  

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